市场存量择时的小市值策略:年化收益率（13.83%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 115.68%
- 年化收益率: 13.83%
- 基准收益率: 11.16%
- 阿尔法: 0.12
- 夏普比率: 0.62
- 最大回撤: 19.32%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-02-05 | 锦江航运(601083.SH) | 11.743521978022 | 0 | 3 | 11.86 | 0 | 2301.9/1.077% |
| 2026-02-05 | 华盛昌(002980.SZ) | 21.976590721649 | 0 | 3 | 22.26 | 0 | 3428.07/1.608% |
| 2026-02-05 | 三态股份(301558.SZ) | 9.2227660869565 | 0 | 3 | 9.35 | 0 | 1086.38/0.512% |
| 2026-02-05 | 敷尔佳(301371.SZ) | 24.577371264368 | 0 | 3 | 26.12 | 0 | 1936.87/0.906% |
| 2026-02-05 | 中机认检(301508.SZ) | 32.209660606061 | 0 | 3 | 32.87 | 0 | 3896.24/1.833% |
| 2026-02-05 | 湘佳股份(002982.SZ) | 14.50435 | 0 | 3 | 14.53 | 0 | 675.62/0.315% |
| 2026-02-05 | 聚力文化(002247.SZ) | 2.8908669786096 | 0 | 3 | 2.98 | 0 | 6667.15/3.083% |
| 2026-02-05 | 红四方(603395.SH) | 31.079320588235 | 0 | 3 | 30.78 | 0 | 3200.62/1.514% |
| 2026-02-05 | 中集环科(301559.SZ) | 17.345201626016 | 0 | 3 | 17.83 | 0 | 5594.02/2.622% |
| 2026-02-05 | 热威股份(603075.SH) | 23.266978021978 | 0 | 3 | 23.87 | 0 | 6761.5/3.193% |
交易详情
| 2026-02-05 | 红四方(603395.SH) | 卖 | -6800 | 31.35 | -213180 | ¥277.13 | 1840.62 |
| 2026-02-05 | 中集环科(301559.SZ) | 卖 | -12300 | 17.8 | -218940 | ¥284.62 | 5594.02 |
| 2026-02-05 | 热威股份(603075.SH) | 卖 | -9100 | 24.01 | -218491 | ¥284.04 | 6761.5 |
| 2026-02-05 | 湘佳股份(002982.SZ) | 卖 | -14800 | 14.48 | -214304 | ¥278.6 | -360.38 |
| 2026-02-05 | 三态股份(301558.SZ) | 卖 | -23000 | 9.1 | -209300 | ¥272.09 | -2823.62 |
| 2026-02-05 | 华盛昌(002980.SZ) | 卖 | -9700 | 22.11 | -214467 | ¥278.81 | 1294.07 |
| 2026-02-05 | 聚力文化(002247.SZ) | 卖 | -74800 | 2.98 | -222904 | ¥289.78 | 6667.15 |
| 2026-02-05 | 锦江航运(601083.SH) | 卖 | -18200 | 11.84 | -215488 | ¥280.13 | 1755.9 |
| 2026-02-05 | 敷尔佳(301371.SZ) | 卖 | -8700 | 24.78 | -215586 | ¥280.26 | 1762.87 |
| 2026-02-05 | 中机认检(301508.SZ) | 卖 | -6600 | 32.86 | -216876 | ¥281.94 | 4292.24 |
